Chau, Frankie; Deesomsak, Rataporn; Wang, Jun - In: Journal of International Financial Markets, … 28 (2014) C, pp. 1-19
This paper examines the impact of political uncertainty (caused by the civil uprisings in the Arab World i.e., “Arab Spring”) on the volatility of major stock markets in the MENA region. Our main findings are as follows. First, by distinguishing between conventional and Islamic stock market...